NYMEX Natural Gas Future April 2021

Trading Metrics calculated at close of trading on 24-Sep-2020

Day Change Summary
	Previous	Current
	23-Sep-2020	24-Sep-2020	Change	Change %	Previous Week
Open	2.774	2.842	0.068	2.5%	2.840
High	2.844	2.874	0.030	1.1%	2.862
Low	2.752	2.822	0.070	2.5%	2.760
Close	2.834	2.868	0.034	1.2%	2.813
Range	0.092	0.052	-0.040	-43.5%	0.102
ATR	0.050	0.050	0.000	0.3%	0.000
Volume	27,734	23,603	-4,131	-14.9%	72,947

Daily Pivots for day following 24-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.011	2.991	2.897
R3	2.959	2.939	2.882
R2	2.907	2.907	2.878
R1	2.887	2.887	2.873	2.897
PP	2.855	2.855	2.855	2.860
S1	2.835	2.835	2.863	2.845
S2	2.803	2.803	2.858
S3	2.751	2.783	2.854
S4	2.699	2.731	2.839

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.118	3.067	2.869
R3	3.016	2.965	2.841
R2	2.914	2.914	2.832
R1	2.863	2.863	2.822	2.838
PP	2.812	2.812	2.812	2.799
S1	2.761	2.761	2.804	2.736
S2	2.710	2.710	2.794
S3	2.608	2.659	2.785
S4	2.506	2.557	2.757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.874	2.752	0.122	4.3%	0.058	2.0%	95%	True	False	20,326
10	2.874	2.752	0.122	4.3%	0.052	1.8%	95%	True	False	17,134
20	2.875	2.731	0.144	5.0%	0.052	1.8%	95%	False	False	16,316
40	2.875	2.546	0.329	11.5%	0.048	1.7%	98%	False	False	15,129
60	2.875	2.425	0.450	15.7%	0.044	1.5%	98%	False	False	12,867

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.095
2.618	3.010
1.618	2.958
1.000	2.926
0.618	2.906
HIGH	2.874
0.618	2.854
0.500	2.848
0.382	2.842
LOW	2.822
0.618	2.790
1.000	2.770
1.618	2.738
2.618	2.686
4.250	2.601

Fisher Pivots for day following 24-Sep-2020
Pivot	1 day	3 day
R1	2.861	2.850
PP	2.855	2.831
S1	2.848	2.813

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These figures are updated between 7pm and 10pm EST after a trading day.

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